Soc. Generale Call 30 NEOEN 20.09.2024
/ DE000SW3XME4
Soc. Generale Call 30 NEOEN 20.09.../ DE000SW3XME4 /
13/09/2024 15:27:44 |
Chg.+0.030 |
Bid13/09/2024 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
0.870EUR |
+3.57% |
0.870 Bid Size: 10,000 |
- Ask Size: - |
Neoen SA |
30.00 EUR |
20/09/2024 |
Call |
Master data
WKN: |
SW3XME |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
Neoen SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
30.00 EUR |
Maturity: |
20/09/2024 |
Issue date: |
25/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.40 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.88 |
Intrinsic value: |
0.87 |
Implied volatility: |
0.94 |
Historic volatility: |
0.34 |
Parity: |
0.87 |
Time value: |
0.01 |
Break-even: |
38.80 |
Moneyness: |
1.29 |
Premium: |
0.00 |
Premium p.a.: |
0.08 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.98 |
Theta: |
-0.02 |
Omega: |
4.31 |
Rho: |
0.01 |
Quote data
Open: |
0.820 |
High: |
0.870 |
Low: |
0.820 |
Previous Close: |
0.840 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+6.10% |
1 Month |
|
|
+10.13% |
3 Months |
|
|
+40.32% |
YTD |
|
|
+107.14% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.850 |
0.820 |
1M High / 1M Low: |
0.850 |
0.790 |
6M High / 6M Low: |
0.850 |
0.087 |
High (YTD): |
11/09/2024 |
0.850 |
Low (YTD): |
28/02/2024 |
0.060 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.838 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.830 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.576 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
45.62% |
Volatility 6M: |
|
158.42% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |